Unless it's an emergency it's always best to keep all communications on the platform so there is a record. @Annies0
In this case message the guest back on the platform and say something like. 'Just want to follow up on our phone conversation... it's against Airbnb's T&C to try extort money from a host in exchange for not leaving a negative review' (or whatever the issue is).
@Annies0 “It was not mentioned in guest/host messaging”
Airbnb won’t recognize communications made off platform, so no there is nothing to report. When a guest tries to communicate off platform, respond to them on platform with a reiteration of what they said and keep the messaging there, especially when they are making threats of any kind.
@Colleen253 I agree that the host should document the threat in an Airbnb message, but I still think a host should report a guest for making verbal threats. I wouldn't expect Airbnb to take any action without proof, but at least there may be a notation of the report.